| Trading Metrics calculated at close of trading on 27-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2024 |
27-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
8,329.5 |
8,340.0 |
10.5 |
0.1% |
8,263.5 |
| High |
8,383.5 |
8,390.0 |
6.5 |
0.1% |
8,390.0 |
| Low |
8,314.5 |
8,323.5 |
9.0 |
0.1% |
8,259.0 |
| Close |
8,335.5 |
8,376.0 |
40.5 |
0.5% |
8,376.0 |
| Range |
69.0 |
66.5 |
-2.5 |
-3.6% |
131.0 |
| ATR |
80.0 |
79.0 |
-1.0 |
-1.2% |
0.0 |
| Volume |
84,580 |
73,938 |
-10,642 |
-12.6% |
384,367 |
|
| Daily Pivots for day following 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,562.5 |
8,536.0 |
8,412.5 |
|
| R3 |
8,496.0 |
8,469.5 |
8,394.5 |
|
| R2 |
8,429.5 |
8,429.5 |
8,388.0 |
|
| R1 |
8,403.0 |
8,403.0 |
8,382.0 |
8,416.0 |
| PP |
8,363.0 |
8,363.0 |
8,363.0 |
8,370.0 |
| S1 |
8,336.5 |
8,336.5 |
8,370.0 |
8,350.0 |
| S2 |
8,296.5 |
8,296.5 |
8,364.0 |
|
| S3 |
8,230.0 |
8,270.0 |
8,357.5 |
|
| S4 |
8,163.5 |
8,203.5 |
8,339.5 |
|
|
| Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,734.5 |
8,686.5 |
8,448.0 |
|
| R3 |
8,603.5 |
8,555.5 |
8,412.0 |
|
| R2 |
8,472.5 |
8,472.5 |
8,400.0 |
|
| R1 |
8,424.5 |
8,424.5 |
8,388.0 |
8,448.5 |
| PP |
8,341.5 |
8,341.5 |
8,341.5 |
8,354.0 |
| S1 |
8,293.5 |
8,293.5 |
8,364.0 |
8,317.5 |
| S2 |
8,210.5 |
8,210.5 |
8,352.0 |
|
| S3 |
8,079.5 |
8,162.5 |
8,340.0 |
|
| S4 |
7,948.5 |
8,031.5 |
8,304.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,390.0 |
8,259.0 |
131.0 |
1.6% |
71.5 |
0.9% |
89% |
True |
False |
76,873 |
| 10 |
8,430.0 |
8,252.0 |
178.0 |
2.1% |
79.0 |
0.9% |
70% |
False |
False |
121,970 |
| 20 |
8,455.0 |
8,236.0 |
219.0 |
2.6% |
76.5 |
0.9% |
64% |
False |
False |
66,861 |
| 40 |
8,497.5 |
7,957.0 |
540.5 |
6.5% |
62.5 |
0.7% |
78% |
False |
False |
33,440 |
| 60 |
8,497.5 |
7,957.0 |
540.5 |
6.5% |
57.5 |
0.7% |
78% |
False |
False |
22,296 |
| 80 |
8,497.5 |
7,957.0 |
540.5 |
6.5% |
50.5 |
0.6% |
78% |
False |
False |
16,725 |
| 100 |
8,549.5 |
7,957.0 |
592.5 |
7.1% |
40.5 |
0.5% |
71% |
False |
False |
13,380 |
| 120 |
8,549.5 |
7,914.5 |
635.0 |
7.6% |
33.5 |
0.4% |
73% |
False |
False |
11,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,672.5 |
|
2.618 |
8,564.0 |
|
1.618 |
8,497.5 |
|
1.000 |
8,456.5 |
|
0.618 |
8,431.0 |
|
HIGH |
8,390.0 |
|
0.618 |
8,364.5 |
|
0.500 |
8,357.0 |
|
0.382 |
8,349.0 |
|
LOW |
8,323.5 |
|
0.618 |
8,282.5 |
|
1.000 |
8,257.0 |
|
1.618 |
8,216.0 |
|
2.618 |
8,149.5 |
|
4.250 |
8,041.0 |
|
|
| Fisher Pivots for day following 27-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,369.5 |
8,362.5 |
| PP |
8,363.0 |
8,349.0 |
| S1 |
8,357.0 |
8,335.0 |
|